35 research outputs found
General model selection estimation of a periodic regression with a Gaussian noise
This paper considers the problem of estimating a periodic function in a
continuous time regression model with an additive stationary gaussian noise
having unknown correlation function. A general model selection procedure on the
basis of arbitrary projective estimates, which does not need the knowledge of
the noise correlation function, is proposed. A non-asymptotic upper bound for
quadratic risk (oracle inequality) has been derived under mild conditions on
the noise. For the Ornstein-Uhlenbeck noise the risk upper bound is shown to be
uniform in the nuisance parameter. In the case of gaussian white noise the
constructed procedure has some advantages as compared with the procedure based
on the least squares estimates (LSE). The asymptotic minimaxity of the
estimates has been proved. The proposed model selection scheme is extended also
to the estimation problem based on the discrete data applicably to the
situation when high frequency sampling can not be provided
A stochastic network with mobile users in heavy traffic
We consider a stochastic network with mobile users in a heavy-traffic regime.
We derive the scaling limit of the multi-dimensional queue length process and
prove a form of spatial state space collapse. The proof exploits a recent
result by Lambert and Simatos which provides a general principle to establish
scaling limits of regenerative processes based on the convergence of their
excursions. We also prove weak convergence of the sequences of stationary joint
queue length distributions and stationary sojourn times.Comment: Final version accepted for publication in Queueing Systems, Theory
and Application
Orthogonalities and functional equations
In this survey we show how various notions of orthogonality appear in the theory of functional equations. After introducing some orthogonality relations, we give examples of functional equations postulated for orthogonal vectors only. We show their solutions as well as some applications. Then we discuss the problem of stability of some of them considering various aspects of the problem. In the sequel, we mention the orthogonality equation and the problem of preserving orthogonality. Last, but not least, in addition to presenting results, we state some open problems concerning these topics. Taking into account the big amount of results concerning functional equations postulated for orthogonal vectors which have appeared in the literature during the last decades, we restrict ourselves to the most classical equations
Asymptotically dense nonbinary codes correcting a constant number of localized errors [Manuskript]
Ahlswede R, Bassalygo LA, Pinsker MS. Asymptotically dense nonbinary codes correcting a constant number of localized errors [Manuskript]. Comptes rendus de l' Académie bulgare des Sciences. 1993;46(1):35-37